Z12 Non forex Instrument list

Posted By: MatPed

Z12 Non forex Instrument list - 03/05/15 17:39

Hi, I would like to go live with the z12. I'd like to double check if the non forex tools of the z12 strategy. Are the same of my LMAX Broker's one. Make comparison with the FXCN semme yes, but before to bet real money I'd like to be sure.

S&P500 = US SPX 500
NAS = US Tech 100
DOW = Wall Street 30
DAX = Germany 30
UK = UK 100

http://www.lmax.com/popup-csv-lmax-instruments

Thank You
Posted By: MatPed

Re: Z12 Non forex Instrument list - 03/06/15 13:48

Anybody can confirm or deny if the assets mapping is correct?
Thank You
Posted By: jcl

Re: Z12 Non forex Instrument list - 03/06/15 16:05

This looks correct. Only make sure that they are really indices, not futures with the same name.
Posted By: MatPed

Re: Z12 Non forex Instrument list - 03/07/15 00:31

I Do not know how to double check I guess I should call my broker.

On Uk 100 whan go on the asset with the mouse I receive the following information:
London Stock Exchange Index FTSE100 1 Lot=10GBP
Calculation: Futeres
Trade: Full

What do you think? are this the same assets or not?
Posted By: MatPed

Re: Z12 Non forex Instrument list - 03/11/15 17:27

I wrote to my broker regarding the stock assets the reply is:

Quote:
I can confirm that our instruments are cash prices derived from the future price of the index.


I am even more confused. Are this the same assets traded by z12?
Thank you
Posted By: yosoytrader

Re: Z12 Non forex Instrument list - 03/11/15 17:41

I might say that the price curve to be similar (and given that z12 uses 1-4 hour bars, but maybe it's better to compare with fxcm's)
Then to setup assetsfix.dta you'll have to check the margin and pip values (1 lot = 10 GBP, again I would test it, enter a trade in a demo account to be 100% sure)
am I wrong ?
Posted By: MatPed

Re: Z12 Non forex Instrument list - 03/11/15 19:04

Well visually the curve are similar, but not some indicators. I have checked the FXCM website and they give even less details than LMAX. Well I guess that we should know wich asset are we trading. If is just a strategy developed for FXCM ok, I will not complain, just let me know. I guess that the same problem will arise when developing the IB connector. I could be wrong but they use the LMAX feed...
Posted By: swingtraderkk

Re: Z12 Non forex Instrument list - 03/12/15 09:43

MatPed,

If instrument is based on futures, you need to check if price jumps at future contracts quarterly rollovers, if so, it cannot be used.
Posted By: MatPed

Re: Z12 Non forex Instrument list - 03/12/15 12:04

ok, thank you. The price does not seems to have a significant gap quarterly. I have strated them. Lets see what will happen!
Posted By: Thirstywolf

Re: Z12 Non forex Instrument list - 03/17/15 08:20

Hi MatPed.

This product is the same as FXCM in that they are both CFD's based off future prices. All CFD's for equity indices pretty much have to be based off futures pricing, unless they are only open during cash market hours.

However, every equity index CFD of two different brokers will differ in that spreads will vary, calculations of Fair Value will vary (Holding Cost vs Dividend yield of Cash to Futures) etc etc.
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